+144.0%
WDAY vs TRGP
+822.5%
-678.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.3% | +2.7% | +3.0% |
| 7D | +1.8% | +12.4% | -10.5% | -0.4% |
| 30D | +4.1% | +2.6% | +1.5% | +3.3% |
| 3M | -4.8% | +11.9% | -16.7% | -7.3% |
| 6M | +68.6% | +13.9% | +54.7% | +62.9% |
| YTD | -8.5% | +64.2% | -72.7% | -18.2% |
| 1Y | -12.1% | +78.5% | -90.6% | -22.8% |
| 3Y | -13.2% | +272.9% | -286.1% | -35.2% |
| 5Y | -33.7% | +510.7% | -544.5% | -55.6% |
| All | +144.0% | +822.5% | -678.5% | +28.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TRGP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling